Bernardo Freitas Paulo da Costa

According to our database, Bernardo Freitas Paulo da Costa authored at least 4 papers between 2022 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Policy with guaranteed risk-adjusted performance for multistage stochastic linear problems.

Lucas Merabet, Bernardo Freitas Paulo da Costa, Vincent Leclère

Comput. Manag. Sci., December, 2024

2023

Risk budgeting portfolios from simulations.

Bernardo Freitas Paulo da Costa, Silvana M. Pesenti, Rodrigo S. Targino

Eur. J. Oper. Res., December, 2023

Dual SDDP for risk-averse multistage stochastic programs.

Bernardo Freitas Paulo da Costa, Vincent Leclère

Oper. Res. Lett., May, 2023

2022

Stochastic Lipschitz dynamic programming.

Shabbir Ahmed, Filipe Goulart Cabral, Bernardo Freitas Paulo da Costa

Math. Program., 2022